Hearing aids often cause itchy ears. And it is possible to have an allergic reaction to the plastic from which it is made as well as from the polish used to coat the outside. The source of the itchy hearing aide could be as simple as discovering the aid is rubbing against your ear and irritating it.
Doctors suggest carefully wiping the hearing aids with alcohol before putting them on. Regular cleaning can make a difference as well. If the problem persists, switching to a smaller aid, perhaps one that does not wrap around the ear would make the difference.